SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.000 | ||||
Diff. absolute / % | -0.03 | -3.00% |
Last Price | 0.490 | Volume | 3,000 | |
Time | 17:01:20 | Date | 19/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1268385064 |
Valor | 126838506 |
Symbol | HUB4AZ |
Strike | 68.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 24/08/2023 |
Date of maturity | 28/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Intrinsic value | 0.90 |
Time value | 0.04 |
Implied volatility | 0.37% |
Leverage | 8.07 |
Delta | 0.99 |
Gamma | 0.01 |
Vega | 0.01 |
Distance to Strike | -9.00 |
Distance to Strike in % | -11.69% |
Average Spread | 2.03% |
Last Best Bid Price | 1.00 CHF |
Last Best Ask Price | 1.02 CHF |
Last Best Bid Volume | 25,000 |
Last Best Ask Volume | 25,000 |
Average Buy Volume | 25,000 |
Average Sell Volume | 25,000 |
Average Buy Value | 24,377 CHF |
Average Sell Value | 24,877 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |